+270.9%
APH vs CTVA
+49.4%
+221.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.0% |
| 7D | +4.9% | -20.8% | +25.6% | +7.2% |
| 30D | -5.4% | -29.6% | +24.2% | -1.5% |
| 3M | -5.5% | -16.9% | +11.4% | -4.8% |
| 6M | +25.9% | -24.3% | +50.2% | +28.5% |
| YTD | +16.4% | -5.6% | +22.0% | +11.9% |
| 1Y | +16.5% | -4.2% | +20.7% | +11.5% |
| 3Y | +270.9% | +43.3% | +227.6% | +224.7% |
| All | +270.9% | +49.4% | +221.4% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling